Stock Image

Risk Management in Credit Portfolios: Concentration Risk and Basel II

Martin Hibbeln

Published by Physica-Verlag
ISBN 10: 3790828262 / ISBN 13: 9783790828269
New / Paperback / Quantity Available: 20
From BuySomeBooks (Las Vegas, NV, U.S.A.)
Available From More Booksellers
View all  copies of this book
Add to basket
List Price: US$
Price: US$ 275.96
Convert Currency
Shipping: US$ 3.95
Within U.S.A.
Destination, Rates & Speeds

30 Day Returns Policy

Save for Later

About the Book

Bibliographic Details


Title: Risk Management in Credit Portfolios: ...

Publisher: Physica-Verlag

Binding: Paperback

Book Condition: New

Book Type: Paperback

Description:

Paperback. 248 pages. Dimensions: 9.2in. x 6.1in. x 0.6in.Risk concentrations play a crucial role for the survival of individual banks and for the stability of the whole banking system. Thus, it is important from an economical and a regulatory perspective to properly measure and manage these concentrations. In this book, the impact of credit concentrations on portfolio risk is analyzed for different portfolio types and it is determined, in which cases the influence of concentration risk has to be taken into account. Furthermore, some models for the measurement of concentration risk are modified to be consistent with Basel II and their performance is compared. Beyond that, this book integrates economical and regulatory aspects of concentration risk and seeks to provide a systematic way to get familiar with the topic of concentration risk from the basics of credit risk modeling to present research in the measurement and management of credit risk concentrations. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Bookseller Inventory # 9783790828269

About this title:

Book ratings provided by GoodReads:
0 avg rating
(0 ratings)

Synopsis: Risk concentrations play a crucial role for the survival of individual banks and for the stability of the whole banking system. Thus, it is important from an economical and a regulatory perspective to properly measure and manage these concentrations. In this book, the impact of credit concentrations on portfolio risk is analyzed for different portfolio types and it is determined, in which cases the influence of concentration risk has to be taken into account. Furthermore, some models for the measurement of concentration risk are modified to be consistent with Basel II and their performance is compared. Beyond that, this book integrates economical and regulatory aspects of concentration risk and seeks to provide a systematic way to get familiar with the topic of concentration risk from the basics of credit risk modeling to present research in the measurement and management of credit risk concentrations.

"About this title" may belong to another edition of this title.

Bookseller & Payment Information

Payment Methods

This bookseller accepts the following methods of payment:

  • American Express
  • MasterCard
  • Visa

[Search this Seller's Books]

[List this Seller's Books]

[Ask Bookseller a Question]

Bookseller: BuySomeBooks
Address: Las Vegas, NV, U.S.A.

AbeBooks Bookseller Since: May 21, 2012
Bookseller Rating: 5-star rating

Terms of Sale:

We guarantee the condition of every book as it's described on the Abebooks web
sites. If you're dissatisfied with your purchase (Incorrect Book/Not as
Described/Damaged) or if the order hasn't arrived, you're eligible for a refund
within 30 days of the estimated delivery date. If you've changed your mind about a book that you've ordered, please use the Ask bookseller a question link to contact us and we'll respond within 2 business days.

BuySomeBooks is operated by Drive-On-In, Inc., a Nevada co...

[More Information]

Shipping Terms:

Orders usually ship within 1-2 business days. Books are shipped from multiple locations so your order may arrive from Las Vegas,NV, Roseburg,OR, La Vergne,TN, Momence,IL, or Commerce,GA.


Store Description: BuySomeBooks is great place to get your books online. With over eight million titles available we're sure to have what you're looking for. Despite having a large selection of new books available for immediate shipment and excellent customer service, people still tell us they prefer us because of our prices.